HLT option chain Hilton Worldwide Holdings Inc.
Cboe delayed options data · as of 09:35 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±7.2% (291.85–336.85) · ATM IV 25.5% · P/C open interest 0.85
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 138.40 | 142.20 | 15 | 1.00 | 0.0001 | 0.000 | 175 | 0 | 1.80 | 17 | 92.8% | -0.00 | 0.0001 | -0.003 | |||
| 133.40 | 137.20 | 34 | 1.00 | 0.0001 | 0.000 | 180 | 0 | 2.15 | 34 | 91.8% | -0.00 | 0.0001 | -0.003 | |||
| 128.50 | 132.40 | 41 | 1.00 | 0.0001 | 0.000 | 185 | 0 | 2.15 | 43 | 87.9% | -0.00 | 0.0001 | -0.004 | |||
| 123.50 | 127.30 | 42 | 1.00 | 0.0001 | 0.000 | 190 | 0 | 2.15 | 291 | 84.1% | -0.00 | 0.0001 | -0.004 | |||
| 118.50 | 122.40 | 39 | 1.00 | 0.0001 | 0.000 | 195 | 0 | 2.15 | 42 | 80.4% | -0.00 | 0.0001 | -0.005 | |||
| 113.60 | 117.50 | 23 | 1.00 | 0.0002 | 0.000 | 200 | 0 | 2.15 | 33 | 76.7% | -0.00 | 0.0002 | -0.006 | |||
| 103.60 | 107.50 | 31 | 1.00 | 0.0003 | 0.000 | 210 | 0 | 2.15 | 35 | 69.7% | -0.01 | 0.0003 | -0.008 | |||
| 93.70 | 97.50 | 45 | 0.99 | 0.0004 | 0.000 | 220 | 0 | 2.20 | 62 | 63.2% | -0.01 | 0.0004 | -0.012 | |||
| 83.80 | 87.70 | 42 | 0.99 | 0.0007 | 0.000 | 230 | 0 | 2.25 | 35 | 57.0% | -0.01 | 0.0007 | -0.016 | |||
| 74.00 | 77.80 | 54 | 0.98 | 0.0011 | 0.000 | 240 | 0 | 2.35 | 77 | 51.1% | -0.02 | 0.0011 | -0.022 | |||
| 64.20 | 68.00 | 123 | 24.5% | 0.97 | 0.0016 | 0.000 | 250 | 0.1000 | 0.6000 | 111 | 35.6% | -0.03 | 0.0017 | -0.031 | ||
| 55.10 | 58.40 | 52 | 33.8% | 0.95 | 0.0026 | -0.003 | 260 | 0 | 1.60 | 46 | 35.6% | -0.05 | 0.0026 | -0.042 | ||
| 45.70 | 48.90 | 43 | 32.4% | 0.93 | 0.0039 | -0.024 | 270 | 0.5500 | 1.70 | 40 | 52 | 32.4% | -0.07 | 0.0039 | -0.056 | |
| 36.60 | 39.70 | 60 | 30.8% | 0.89 | 0.0058 | -0.048 | 280 | 0.6000 | 2.50 | 5 | 71 | 28.9% | -0.12 | 0.0059 | -0.074 | |
| 27.50 | 31.00 | 73 | 28.3% | 0.82 | 0.0083 | -0.073 | 290 | 2.60 | 3.70 | 4 | 238 | 28.9% | -0.18 | 0.0085 | -0.093 | |
| 20.40 | 22.50 | 151 | 21 | 27.3% | 0.73 | 0.0112 | -0.097 | 300 | 4.50 | 5.70 | 18 | 75 | 27.1% | -0.27 | 0.0115 | -0.111 |
| 13.60 | 15.90 | 32 | 34 | 26.4% | 0.61 | 0.0139 | -0.114 | 310 | 6.40 | 9.10 | 8 | 85 | 24.6% | -0.40 | 0.0143 | -0.122 |
| 8.60 | 10.50 | 12 | 19 | 25.9% | 0.46 | 0.0150 | -0.116 | 320 | 12.20 | 13.80 | 5 | 66 | 25.1% | -0.55 | 0.0157 | -0.119 |
| 4.70 | 5.90 | 5 | 112 | 24.3% | 0.32 | 0.0139 | -0.103 | 330 | 17.40 | 20.40 | 1 | 183 | 23.5% | -0.71 | 0.0149 | -0.101 |
| 1.95 | 3.60 | 20 | 298 | 23.8% | 0.20 | 0.0110 | -0.080 | 340 | 25.20 | 27.70 | 4 | 21.8% | -0.84 | 0.0122 | -0.072 | |
| 0.7500 | 2.25 | 2 | 222 | 24.2% | 0.11 | 0.0076 | -0.056 | 350 | 34.00 | 37.20 | -0.94 | 0.0106 | -0.036 | |||
| 0.2500 | 1.25 | 122 | 24.4% | 0.06 | 0.0048 | -0.036 | 360 | 43.80 | 47.70 | 26.9% | -0.99 | 0.0029 | -0.167 | |||
| 0 | 1.10 | 196 | 26.6% | 0.04 | 0.0029 | -0.023 | 370 | 53.90 | 57.70 | 31.6% | -1.00 | 0.0000 | -0.256 | |||
| 0.0500 | 0.6000 | 46 | 27.6% | 0.02 | 0.0017 | -0.014 | 380 | 63.90 | 67.70 | 35.6% | -1.00 | 0.0000 | -0.268 | |||
| 0 | 0.7500 | 27 | 31.4% | 0.01 | 0.0010 | -0.009 | 390 | 73.90 | 77.70 | 39.3% | -1.00 | 0.0000 | -0.268 | |||
| 0 | 2.20 | 12 | 41.9% | 0.01 | 0.0006 | -0.006 | 400 | 83.90 | 87.70 | 42.9% | -1.00 | 0.0000 | -0.268 | |||
| 0 | 2.15 | 3 | 45.1% | 0.00 | 0.0004 | -0.004 | 410 | 93.90 | 97.70 | 46.4% | -1.00 | 0.0000 | -0.268 | |||
| 0 | 2.15 | 8 | 48.4% | 0.00 | 0.0002 | -0.002 | 420 | 103.90 | 107.70 | 49.8% | -1.00 | 0.0000 | -0.268 | |||
| 0 | 2.15 | 4 | 51.5% | 0.00 | 0.0001 | -0.002 | 430 | 113.90 | 117.70 | 53.0% | -1.00 | 0.0000 | -0.268 | |||
| 0 | 2.15 | 5 | 54.5% | 0.00 | 0.0001 | -0.001 | 440 | 123.90 | 127.70 | 56.1% | -1.00 | 0.0000 | -0.268 | |||
| 0 | 2.15 | 2 | 57.4% | 0.00 | 0.0001 | -0.001 | 450 | 133.90 | 137.70 | 59.1% | -1.00 | 0.0000 | -0.268 | |||
| 0 | 2.15 | 3 | 60.2% | 0.00 | 0.0000 | -0.001 | 460 | 143.90 | 147.70 | 62.0% | -1.00 | 0.0000 | -0.268 | |||
| 0 | 2.15 | 39 | 62.9% | 0.00 | 0.0000 | -0.000 | 470 | 153.90 | 157.70 | 64.8% | -1.00 | 0.0000 | -0.268 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs